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Mastering Interest Rate Risk Strategy: The Mastering Series

Autor Victor Macrae
en Limba Engleză Paperback – 13 mai 2015

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Specificații

ISBN-13: 9781292017563
ISBN-10: 1292017562
Pagini: 232
Ilustrații: NO
Dimensiuni: 151 x 233 x 15 mm
Greutate: 0.36 kg
Editura: Pearson Education
Seria The Mastering Series


Cuprins

  • Part 1 KEY LEARNING POINTS FROM PAST DERIVATIVES BLUNDERS
  • 1 Introduction
  • Part 2 UNDERSTANDING THE FIRM'S EXPOSURE TO INTEREST RATE RISK
  • 2 Four sources of exposure to interest rate risk
  • 3 Bank financing as primary source of exposure
  • Part 3 MEASURING THE IMPACT OF INTEREST RATE RISK ON THE FIRM
  • 4 The financial markets
  • 5 Financial statement impact from interest rate movements
  • Part 4 HEDGING MAKES SENSE UNDER SPECIFIC CIRCUMSTANCES ONLY
  • 6 Introduction
  • Part 5 SELECTING THE BEST POSSIBLE DERIVATIVE
  • 7 Interest rate derivatives
  • 8 Linear derivatives
  • 9 Options
  • Part 6 How to formulate the optimal strategy: The analytical method
  • 10 Introduction
  • Appendix I: Central case Trader
  • Appendix II: Proof of the analytical method
  • Resources
  • Glossary
  • Index